Innovator 20+ Year Treasury Bond 5 Floor ETF - July (TFJL)
TFJL is an actively managed ETF by Innovator. TFJL launched on Aug 18, 2020 and has a 0.80% expense ratio.
ETF Info
Aug 18, 2020
North America (U.S.)
1x
No Index (Active)
Expense Ratio
TFJL has an expense ratio of 0.80%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Innovator 20+ Year Treasury Bond 5 Floor ETF - July (TFJL) returned 0.03% year-to-date (YTD) and 2.18% over the past 12 months.
TFJL
0.03%
-3.38%
-0.92%
2.18%
-2.63%
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of TFJL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.03% | 4.86% | -0.78% | -0.79% | -3.07% | 0.03% | |||||||
| 2024 | -1.99% | -1.81% | -1.02% | -4.46% | 0.90% | 0.79% | 2.32% | 2.07% | 1.79% | -3.64% | -0.20% | -1.47% | -6.79% |
| 2023 | 3.92% | -2.45% | 5.42% | -0.41% | -2.77% | -0.53% | -2.54% | -1.75% | -1.07% | -2.93% | 5.42% | 8.48% | 8.23% |
| 2022 | -1.93% | -1.64% | -1.32% | -3.84% | -1.42% | -0.16% | 1.05% | -3.20% | -3.02% | -3.13% | 2.85% | -2.73% | -17.17% |
| 2021 | -1.90% | -0.77% | -1.17% | -0.34% | -0.19% | -0.23% | 0.52% | 0.63% | -1.24% | 1.83% | 1.56% | -1.10% | -2.45% |
| 2020 | -1.28% | 0.73% | -1.56% | 0.39% | -0.26% | -1.98% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TFJL is 18, meaning it’s performing worse than 82% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Innovator 20+ Year Treasury Bond 5 Floor ETF - July (TFJL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Innovator 20+ Year Treasury Bond 5 Floor ETF - July. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Innovator 20+ Year Treasury Bond 5 Floor ETF - July was 25.45%, occurring on Oct 25, 2023. The portfolio has not yet recovered.
The current Innovator 20+ Year Treasury Bond 5 Floor ETF - July drawdown is 20.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.45% | Sep 9, 2020 | 788 | Oct 25, 2023 | — | — | — |
| -1.49% | Aug 25, 2020 | 5 | Aug 31, 2020 | 5 | Sep 8, 2020 | 10 |
| -0.18% | Aug 20, 2020 | 1 | Aug 20, 2020 | 2 | Aug 24, 2020 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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